Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming.
Yi-Shian LeeLee-Ing TongPublished in: Knowl. Based Syst. (2011)
Keyphrases
- genetic programming
- autoregressive integrated moving average
- exponential smoothing
- arima model
- short term
- moving average
- box jenkins
- financial forecasting
- prediction model
- hybrid model
- symbolic regression
- grey model
- nonlinear models
- weather forecasting
- autoregressive
- demand forecasting
- long term
- evolutionary algorithm
- financial time series
- pattern recognition
- parameter estimation
- management system
- artificial neural networks